+343.8%
HPE vs CAPR
+87.6%
+256.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.6% | +11.4% | +7.8% |
| 7D | +10.1% | -9.5% | +19.6% | +10.3% |
| 30D | +5.3% | +121.5% | -116.2% | +3.8% |
| 3M | +12.7% | -65.4% | +78.0% | +13.4% |
| 6M | +167.7% | -67.5% | +235.2% | +169.4% |
| YTD | +135.5% | -68.6% | +204.1% | +136.9% |
| 1Y | +143.4% | +42.7% | +100.7% | +129.5% |
| 3Y | +249.2% | +43.4% | +205.8% | +203.2% |
| 5Y | +343.8% | +86.0% | +257.8% | +260.5% |
| All | +343.8% | +87.6% | +256.3% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling